+177.5%
MCD vs BDX
+58.0%
+119.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.5% | -5.4% | +2.9% | -1.1% |
| 30D | -7.0% | -2.2% | -4.9% | -6.5% |
| 3M | -9.8% | +20.1% | -29.9% | -14.2% |
| 6M | -21.8% | +9.1% | -30.8% | -23.8% |
| YTD | -15.6% | +17.9% | -33.5% | -19.6% |
| 1Y | -15.2% | +22.1% | -37.2% | -20.1% |
| 3Y | -2.6% | -10.5% | +8.0% | -1.3% |
| 5Y | +18.9% | -2.6% | +21.5% | +16.3% |
| All | +177.5% | +58.0% | +119.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling